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SSRN eLibrary Search Results
NYU: Finance Working Papers (Topic)
183,113 Total downloads
Skin or Skim? Inside Investment and Hedge Fund PerformanceNYU Working Paper No. 2451/38717 Arpit Gupta and Kunal Sachdeva NYU Stern School of Business and Columbia Business School Date Posted: June 08, 2017 Working Paper Series 552 downloads
Collateralizing LiquidityNYU Working Paper No. 2451/38630 Cecilia Parlatore New York University (NYU) - Leonard N. Stern School of Business Date Posted: May 15, 2017 Working Paper Series 12 downloads
Trading Cost and Informational EfficiencyNYU Working Paper No. 2451/38631 Eduardo Davila and Cecilia Parlatore New York University (NYU) and New York University (NYU) - Leonard N. Stern School of Business Date Posted: May 15, 2017 Working Paper Series 24 downloads
Transparency and Bank RunsNYU Working Paper No. 2451/38629 Cecilia Parlatore New York University (NYU) - Leonard N. Stern School of Business Date Posted: May 15, 2017 Working Paper Series 4 downloads
Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation and the Low Risk AnomalyNYU Working Paper No. 2451/38628 Malcolm P. Baker and Jeffrey Wurgler Harvard Business School and NYU Stern School of Business Date Posted: May 12, 2017 Working Paper Series 16 downloads
Dividends as Reference Points: A Behavioral Signaling ApproachNYU Working Paper No. 2451/38627 Malcolm P. Baker, Jeffrey Wurgler and Brock Mendel Harvard Business School, NYU Stern School of Business and Harvard University Date Posted: May 12, 2017 Working Paper Series 10 downloads
Investing in the Presence of Massive Flows: The Case of MSCI Country ReclassificationsNYU Working Paper No. 2451/38626 Terence Burnham, Harry Gakidis and Jeffrey Wurgler Chapman University - Department of Business and Economics, Acadian Asset Management and NYU Stern School of Business Date Posted: May 11, 2017 Last Revised: June 24, 2017 Working Paper Series 18 downloads
The Risk Anomaly Tradeoff of LeverageNYU Working Paper No. 2451/34914 Malcolm P. Baker, Mathias Hoeyer and Jeffrey Wurgler Harvard Business School, University of Oxford and NYU Stern School of Business Date Posted: August 31, 2016 Working Paper Series 27 downloads
A Crisis of Banks as Liquidity ProvidersJournal of Finance, Forthcoming, NYU Working Paper No. 2451/31364 Viral V. Acharya and Nada Mora New York University - Leonard N. Stern School of Business and Federal Reserve Banks - Federal Reserve Bank of Richmond Date Posted: September 10, 2013 Last Revised: October 15, 2013 Accepted Paper Series 295 downloads
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax ChangesNYU Working Paper No. 2451/31613 Florian Heider and Alexander Ljungqvist European Central Bank (ECB) and New York University (NYU) - Department of Finance Date Posted: September 10, 2013 Last Revised: October 14, 2014 Accepted Paper Series 92 downloads
CDS Credit-Event AuctionsNYU Working Paper No. 2451/31363 Sudip Gupta and Rangarajan K. Sundaram Fordham University - Finance Area and New York University (NYU) - Department of Finance Date Posted: September 10, 2013 Working Paper Series 23 downloads
Efficient RecapitalizationNYU Working Paper No. 2451/28301 Thomas Philippon and Philipp Schnabl New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance Date Posted: September 10, 2013 Working Paper Series 26 downloads Hedge Funds in M&Amp;A Deals: Is There Exploitation of Private Information? NYU Working Paper No. 2451/31422 Nadia Massoud and Debarshi K. Nandy Melbourne Business School, University of Melbourne and Brandeis University - International Business School Date Posted: September 10, 2013 Working Paper Series
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?NYU Working Paper No. 2451/31271, Georgetown McDonough School of Business Research Paper Turan G. Bali, Nusret Cakici and Robert Whitelaw Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University Date Posted: September 10, 2013 Last Revised: August 06, 2014 Working Paper Series 49 downloads
Limits to Arbitrage and Hedging: Evidence from Commodity MarketsNYU Working Paper No. 2451/29543 Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London Date Posted: September 10, 2013 Working Paper Series 48 downloads
Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidencefrom the Sub-Prime CrisisNYU Working Paper No. 2451/31366 Viral V. Acharya and Ouarda Merrouche New York University - Leonard N. Stern School of Business and World Bank Date Posted: September 10, 2013 Working Paper Series 11 downloads
Shaping Liquidity: On the Casual Effects of Voluntary DisclosureNYU Working Paper No. 2451/31614 Karthik Balakrishnan, Mary Brooke Billings, Bryan T. Kelly and Alexander Ljungqvist London Business School, New York University, University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance Date Posted: September 10, 2013 Working Paper Series 89 downloads
Shaping Liquidity: On the Causal Effects of Voluntary DisclosureNYU Working Paper No. 2451/31352 Karthik Balakrishnan, Mary Brooke Billings, Bryan T. Kelly and Alexander Ljungqvist London Business School, New York University, University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance Date Posted: September 10, 2013 Working Paper Series 62 downloads
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary MotivesNYU Working Paper No. 2451/31428 Stijn Van Nieuwerburgh New York University Stern School of Business, Department of Finance Date Posted: September 10, 2013 Working Paper Series 9 downloads
The Maturity of Debt Issues and Predictable Variation in Bond ReturnsNYU Working Paper No. 2451/31361 Malcolm P. Baker, Robin M. Greenwood and Jeffrey Wurgler Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business Date Posted: September 10, 2013 Working Paper Series 30 downloads
Estimating Operational Risk for Hedge Funds: The Ω-ScoreNYU Working Paper No. 2451/27845 Stephen Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz New York University (NYU) - Leonard N. Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine Date Posted: September 10, 2013 Working Paper Series 83 downloads
Behavioral Corporate Finance: An Updated SurveyNYU Working Paper No. 2451/31355 Malcolm P. Baker and Jeffrey Wurgler Harvard Business School and NYU Stern School of Business Date Posted: June 26, 2013 Working Paper Series 124 downloads
Comparing the Investment Behavior of Public and Private FirmsNYU Working Paper No. 2451/31349 John Asker, Joan Farre-Mensa and Alexander Ljungqvist New York University - Leonard N. School of Business - Department of Economics, Harvard Business School and New York University (NYU) - Department of Finance Date Posted: June 26, 2013 Working Paper Series 117 downloads
Covenant Violations, Loan Contracting, and Default Risk of Bank BorrowersNYU Working Paper No. 2451/31417 Anthony Saunders, Sascha Steffen, Felix Freudenberg and Bjorn Imbierowicz New York University - Leonard N. Stern School of Business, University of Mannheim - Business School, Goethe University Frankfurt - Department of Finance and affiliation not provided to SSRN Date Posted: June 26, 2013 Working Paper Series 134 downloads
Illiquidity or Credit Deterioration: A Study of Liquidity in the Us Corporate Bond Market DuringNYU Working Paper No. 2451/31418 Marti G. Subrahmanyam, Rainer Jankowitsch and Nils Friewald New York University - Stern School of Business, WU (Vienna University of Economics and Business) and Norwegian School of Economics (NHH) Date Posted: June 26, 2013 Working Paper Series 114 downloads
Monitoring Managers: Does it Matter?NYU Working Paper No. 2451/31350 Francesca Cornelli, Zbigniew W. Kominek and Alexander Ljungqvist London Business School, European Bank for Reconstruction and Development (EBRD) and New York University (NYU) - Department of Finance Date Posted: June 26, 2013 Working Paper Series 77 downloads
Smokescreen: How Managers Behave When They Have Something to HideNYU Working Paper No. 2451/31732 Tanja Artiga González, Markus M. Schmid and David Yermack VU University Amsterdam, University of St. Gallen - Swiss Institute of Banking and Finance and New York University (NYU) - Stern School of Business Date Posted: June 26, 2013 Last Revised: November 10, 2015 Working Paper Series 133 downloads
A Behavioral Finance Explanation for the Success of Low Volatility PortfoliosNYU Working Paper No. 2451/29537 Malcolm P. Baker, Jeffrey Wurgler and Brendan Bradley Harvard Business School, NYU Stern School of Business and Acadian Asset Management Inc., USA Date Posted: June 26, 2013 Working Paper Series 168 downloads
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit RiskNYU Working Paper No. 2451/31331 Viral V. Acharya, Itamar Drechsler and Philipp Schnabl New York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance Date Posted: June 26, 2013 Working Paper Series 23 downloads
A Rational Theory of Mutual Funds' Attention AllocationNYU Working Paper No. 2451/28347 Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business Date Posted: June 26, 2013 Last Revised: October 29, 2015 Working Paper Series 820 downloads Ambiguity and Overconfidence NYU Working Paper No. 2451/31332 Menachem Brenner, Yehuda (Yud) Izhakian and Orly Sade New York University (NYU) - Department of Finance, City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance and Hebrew University of Jerusalem - Department of Finance Date Posted: June 26, 2013 Working Paper Series
Asset Prices and AmbiguityNYU Working Paper No. 2451/31330 Menachem Brenner and Yehuda (Yud) Izhakian New York University (NYU) - Department of Finance and City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance Date Posted: June 26, 2013 Working Paper Series 120 downloads
Dissecting the Effect of Credit Supply on TradeNYU Working Paper No. 2451/31297 Philipp Schnabl, Daniel Paravisini, Veronica Rappoport and Daniel Wolfenzon New York University (NYU) - Department of Finance, London School of Economics & Political Science (LSE), London School of Economics & Political Science (LSE) and Columbia Business School - Finance and Economics Date Posted: June 26, 2013 Working Paper Series 19 downloads
Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central BankingNYU Working Paper No. 2451/29539 Viral V. Acharya, Denis Gromb and Tanju Yorulmazer New York University - Leonard N. Stern School of Business, INSEAD and University of Amsterdam - Faculty of Economics and Business (FEB) Date Posted: June 26, 2013 Working Paper Series 11 downloads
Implicit Guarantees and Risk Taking: Evidence from Money Market FundsNYU Working Paper No. 2451/31335 Marcin T. Kacperczyk and Philipp Schnabl Imperial College London - Accounting, Finance, and Macroeconomics and New York University (NYU) - Department of Finance Date Posted: June 26, 2013 Working Paper Series 27 downloads
Is There Skill or Alpha in Currency Investing?NYU Working Paper No. 2451/29936 Richard M. Levich and Momtchil Pojarliev New York University - Stern School of Business and Fischer Francis Trees & Watts, Inc. Date Posted: June 26, 2013 Working Paper Series 44 downloads Limits to Arbitrage and Hedging: Evidence from Commodity Markets NYU Working Paper No. 2451/29543, Columbia Business School Research Paper No. 13-48 Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London Date Posted: June 26, 2013 Working Paper Series
Stockholder and Bondholder Reactions to Revelations of Large CEO Inside Debt Holdings: An Empirical AnalysisNYU Working Paper No. 2451/28340 David Yermack and Wei Chenyang New York University (NYU) - Stern School of Business and affiliation not provided to SSRN Date Posted: June 26, 2013 Working Paper Series 32 downloads
The Efficient Markets Hypothesis: The Demise of the Demon of Chance?NYU Working Paper No. 2451/28348 Stephen J, Brown affiliation not provided to SSRN Date Posted: June 26, 2013 Working Paper Series 10 downloads
Time-Varying Fund Manager SkillNYU Working Paper No. 2451/31336 Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business Date Posted: June 26, 2013 Working Paper Series 41 downloads
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk AnomalyNYU Working Paper No. 2451/31748 Malcolm P. Baker and Jeffrey Wurgler Harvard Business School and NYU Stern School of Business Date Posted: April 24, 2013 Working Paper Series 84 downloads
Equilibrium Existence and Approximation for Incomplete Market Models with Substantial HeterogeneityNYU Working Paper No. 2451/31656 Thomas M. Mertens and Kenneth L. Judd Federal Reserve Bank of San Francisco and Stanford University - The Hoover Institution on War, Revolution and Peace Date Posted: April 24, 2013 Working Paper Series 27 downloads
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk AnomalyNYU Working Paper No. FIN-13-003 Malcolm P. Baker and Jeffrey Wurgler Harvard Business School and NYU Stern School of Business Date Posted: March 17, 2013 Last Revised: April 22, 2013 Working Paper Series 226 downloads
Smokescreen: How Managers Behave When They Have Something to HideNYU Working Paper No. FIN-13-002, University of St.Gallen, School of Finance Research Paper No. 2013/9 Tanja Artiga González, Markus M. Schmid and David Yermack VU University Amsterdam, University of St. Gallen - Swiss Institute of Banking and Finance and New York University (NYU) - Stern School of Business Date Posted: March 10, 2013 Last Revised: November 10, 2015 Working Paper Series 979 downloads
Asset Pricing Frictions in Fragmented MarketsNYU Working Paper No. 2451/31688 Emiliano Pagnotta Imperial College Business School Date Posted: January 25, 2013 Working Paper Series 61 downloads
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax ChangesJournal of Financial Economics (JFE), 118, 684-712 (2015), NYU Working Paper No. FIN-12-009 Florian Heider and Alexander Ljungqvist European Central Bank (ECB) and New York University (NYU) - Department of Finance Date Posted: September 21, 2012 Last Revised: May 24, 2016 Accepted Paper Series 73 downloads
Shaping Liquidity: On the Causal Effects of Voluntary DisclosureJournal of Finance, Forthcoming, NYU Working Paper No. 2451/31352 Karthik Balakrishnan, Mary Brooke Billings, Bryan T. Kelly and Alexander Ljungqvist London Business School, New York University, University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance Date Posted: September 21, 2012 Last Revised: August 25, 2013 Accepted Paper Series 140 downloads
Pricing Systematic Ambiguity in Capital MarketsNYU Working Paper No. 2451/31587 Menachem Brenner and Yehuda (Yud) Izhakian New York University (NYU) - Department of Finance and City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance Date Posted: July 28, 2012 Last Revised: September 10, 2013 Working Paper Series 373 downloads
Dynamic Conditional BetaNYU Working Paper No. 2451/31582 Robert F. Engle New York University - Leonard N. Stern School of Business - Department of Economics Date Posted: July 04, 2012 Working Paper Series 155 downloads
Financing from Family and FriendsNYU Working Paper No. 2451/31577 Samuel Lee and Petra Persson Santa Clara University - Leavey School of Business and Stanford University Date Posted: June 30, 2012 Last Revised: October 27, 2014 Working Paper Series 132 downloads |
